UBS Call 158 EA 17.01.2025
/ CH1306625323
UBS Call 158 EA 17.01.2025/ CH1306625323 /
30/08/2024 19:41:31 |
Chg.-0.030 |
Bid21:55:42 |
Ask21:55:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-4.84% |
- Bid Size: - |
- Ask Size: - |
Electronic Arts Inc |
158.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
UL9R8Q |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
158.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
16/11/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.15 |
Parity: |
-0.56 |
Time value: |
0.64 |
Break-even: |
149.42 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
3.23% |
Delta: |
0.46 |
Theta: |
-0.03 |
Omega: |
9.82 |
Rho: |
0.22 |
Quote data
Open: |
0.560 |
High: |
0.590 |
Low: |
0.530 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+34.09% |
1 Month |
|
|
-9.23% |
3 Months |
|
|
+213.83% |
YTD |
|
|
-11.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.540 |
1M High / 1M Low: |
0.650 |
0.440 |
6M High / 6M Low: |
0.860 |
0.121 |
High (YTD): |
22/02/2024 |
0.870 |
Low (YTD): |
20/05/2024 |
0.121 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.570 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.559 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.404 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.65% |
Volatility 6M: |
|
248.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |